Algorithmic Strategies for Precious Metals Price Forecasting

Article Computer Science, Artificial Intelligence

A joint introduction to Gaussian Processes and Relevance Vector Machines with connections to Kalman filtering and other kernel smoothers

Luca Martino et al.

Summary: This article introduces and discusses Gaussian Processes and Relevance Vector Machines, which straddle probabilistic Bayesian schemes and kernel methods. The focus is on developing a common framework, drawing connections among them via dual formulations, and discussing their application in major tasks such as regression, smoothing, interpolation, and filtering. It provides understanding of the mathematical concepts behind these models, summarizing and discussing different interpretations, and highlighting their relationships to other methods.

INFORMATION FUSION (2021)

添加到收藏夹

Article Business, Finance

The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty

Tarek Chebbi

Summary: The study found that Fed announcements likely induced lower long-term yields, leading to significant increases in returns, while the ECB's unconventional monetary announcements had a weaker effect on the precious metal futures markets. Monetary policy surprises from both Fed and ECB had larger effects on gold return volatility, with asymmetric return responses only found in Fed's announcements.

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2021)

添加到收藏夹

Article Physics, Multidisciplinary